Published: 04/09/2022

Reddit as a prediction tool for crypto-assets

Luis Antonio Loredo Camou

1-39

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DOI: https://doi.org/10.12660/rbfin.v20n1.2022.83888

Equilibrium real interest rates in Brazil: Convergence at last, but not quite

Marcelo Fonseca, Marcelo Kfoury Muinhos, Evandro Schulz

40-61

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DOI: https://doi.org/10.12660/rbfin.v20n1.2022.82751

Can extreme returns predict the cross-section of expected returns in the Brazilian market?

Naielly Lopes Marques , Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Paulo Vitor Jordão da Gama Silva

62-81

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DOI: https://doi.org/10.12660/rbfin.v20n1.2022.84384

Functional data analysis for Brazilian term structure of interest rate curves

Lucélia Viviane Vaz, Rodrigo Jardim Raad

82-104

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DOI: https://doi.org/10.12660/rbfin.v20n1.2022.81401

The predictability of cross-sectional returns in high frequency

Yifan Wang

105-126

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DOI: https://doi.org/10.12660/rbfin.v20n1.2022.84399